V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:1.25% (-8.80%)
Analysis last updated: Thursday, November 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9074 | 9073510.00 | |
| 0.0007 | 7190.00 | |
| 0.1839 | 1838610.00 | |
| 0.8402 | 8402260.00 | |
| 0.0265 | 264920.00 | |
| 0.2866 | 2866250.00 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
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